It's always good to try getting into BIOS with nothing more than mobo w/CPU and fan and RAM installed, sitting atop mobo box. You can use the power button on the board itself but it should be easy, only power connections are the 24-pin mobo connector and the CPU connector, and monitor plugged in using the DVI or HDMI connection on the board. Did you try that first or build into case first?
Maybe power switch isn't connected on front panel connector properly?
What about the small switch on the back of the power supply?